-62.0%
ALNY vs MOS
-16.2%
-45.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +17.4% | -16.6% | +0.2% |
| 7D | -30.7% | +17.9% | -48.6% | -31.1% |
| 30D | -26.7% | +1.6% | -28.3% | -26.6% |
| 3M | -26.4% | -4.0% | -22.5% | -26.0% |
| 6M | -45.9% | -4.1% | -41.8% | -45.5% |
| YTD | -59.5% | -7.8% | -51.7% | -58.1% |
| 1Y | -62.0% | -15.6% | -46.4% | -61.2% |
| All | -62.0% | -16.2% | -45.8% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling